22 citations · 27 across the 14 of their papers we have counts for
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math.PR2017★ 3 cited
Two quadrature rules for stochastic Itô-integrals with fractional Sobolev regularity
Monika Eisenmann, Raphael Kruse
In this paper we study the numerical quadrature of a stochastic integral, where the temporal regularity of the integrand is measured in the fractional Sobolev-Slobodeckij norm in $…
math.NA2017★ 22 cited
On a randomized backward Euler method for nonlinear evolution equations with time-irregular coefficients
Monika Eisenmann, Mihály Kovács, Raphael Kruse +1
In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with tim…
math.NA2017
Convergence analysis of domain decomposition based time integrators for degenerate parabolic equations
Monika Eisenmann, Eskil Hansen
Domain decomposition based time integrators allow the usage of parallel and distributed hardware, making them well-suited for the temporal discretization of parabolic systems, in g…